+2,520.1%
LRCX vs FDX
+155.8%
+2,364.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.2% |
| 7D | +12.7% | +5.2% | +7.5% | +9.7% |
| 30D | -21.3% | +11.3% | -32.5% | -26.0% |
| 3M | -32.9% | -4.1% | -28.8% | -31.7% |
| 6M | -23.4% | +9.6% | -33.0% | -27.6% |
| YTD | +32.4% | +40.9% | -8.5% | +8.5% |
| 1Y | +48.0% | +53.0% | -5.0% | +15.9% |
| 3Y | +243.9% | +74.1% | +169.9% | +138.0% |
| 5Y | +280.6% | +75.1% | +205.5% | +153.1% |
| All | +2,520.1% | +155.8% | +2,364.3% | +1,161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling